Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49087.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43166.85 Kr¶

PnL: ---------------------------------------> -1708.73 Kr¶

DD now: ---------------------------------> -7.592 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:41:24.629464'

Anic Portfolio¶

Today¶

Return: -0.267 %¶

This Week¶

Return: -3.279 %¶

Total portfolio value¶

Return including deposits: 60.7 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.460000 1509.650000 86.650000 6.090000 1423.000014
Hennes & Mauritz B 6 0.480000 921.360000 9.360000 1.030000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.330000 952.700000 2.700000 0.280000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Atrium Ljungberg B 5 -1.160000 893.000000 -11.000000 -1.220000 904.000000
ASSA ABLOY B 4 -1.050000 978.400000 -14.600000 -1.470000 993.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Biotage 1 -1.280000 131.300000 -17.700000 -11.880000 149.000000
OX2 12 -0.400000 887.400000 -21.600000 -2.380000 909.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Bufab 3 -1.250000 1045.200000 -30.800000 -2.860000 1076.000001
Investor B 3 -0.330000 626.700000 -31.300000 -4.760000 657.999999
Alimak Group 12 -0.980000 973.200000 -33.800000 -3.360000 1007.000004
Sandvik 4 -1.070000 813.200000 -34.800000 -4.100000 848.000000
Vitrolife 3 -2.550000 641.400000 -35.600000 -5.260000 677.000001
Latour B 4 -1.210000 819.600000 -36.400000 -4.250000 856.000000
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Byggmax Group 33 -1.130000 924.000000 -43.000000 -4.450000 966.999990
Sagax B 4 -1.640000 841.600000 -43.400000 -4.900000 885.000000
SKF B 5 -0.870000 936.250000 -43.750000 -4.460000 980.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Hexatronic Group 15 -1.440000 1026.300000 -44.700000 -4.170000 1071.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Gränges 10 -2.600000 992.500000 -46.500000 -4.480000 1039.000000
EQT 4 -0.190000 826.000000 -47.000000 -5.380000 873.000000
Catena 2 -0.630000 758.000000 -48.000000 -5.960000 806.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.450000 883.200000 -73.800000 -7.710000 957.000000
Orrön Energy 170 -1.330000 1949.050000 -96.950000 -4.740000 2045.999980
Hexagon B 26 -1.360000 3292.900000 -127.100000 -3.720000 3420.000012
VEF 788 -0.090000 1766.700000 -136.300000 -7.160000 1903.000300
Sedana Medical 93 -0.580000 2546.340000 -437.240000 -14.650000 2983.577733
TOTAL 43166.850000 -1708.730000 -7.59202% 44875.578016

Updated:¶

'2023-06-22 13:41:41.817736'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶